@neddie: "IIRC you can use any debit/credit card, not only the one that was used to pay. They just use it to ID who picked up the tickets."
That can depend on the type of ticket machine at the station you are trying to get your tickets from. It used to be the case that you could use pretty much anything with a mag stripe on the back, such as a Nectar card, in combination with the booking code to get printed tickets from a machine, but that's being clamped down on these days as more modern tickets machines are being rolled out that require the actual card used to purchase the tickets to be presented.
This has created a further problem with certain banks which use "virtual" card numbers for online purchases, which are not the same as the number carried on the physical card. Typically such cards don't even have a 16-digit number printed on them, the data only being stored on the mag stripe and chip. This is theoretically more secure, in that a thief can't use the card for online transactions (unless they have a mag stripe reader), but it does create problems. To "see" the card number e.g. to make an online purchase you have to use the bank's app to view the card details, and the number that it shows you is the "virtual" card number, not the actual number stored on the card. This means that, when you then put the physical card into the ticket machine, it won't accept it as the card used for the online purchase. The same goes if you go to a ticket window and the staff member there asks you to swipe your card to get your tickets issued. In that case you might try to show them the "virtual" card number in the app but I don't believe that they're obliged to accept that (though I believe some will).
The banks issuing such 'numberless' cards are aware of this problem, but it seems the best that they can do is to add some less than crystal-clear advice about tracking down past transactions to find the card number used and/or advising the customer to purchase e-tickets rather than tickets for collection. That's certainly the case for the debit card on my Chase account*, and I believe that's not the only bank this applies to.
There's a thread about the virtual card number problem, and the different authentication requirements imposed by different ticket machines, on the Rail UK forums here.
* I don't use that card it very often, but checking my transactions just now it's clear that the card number used for the EIF tickets I bought online back in August is not the same as the one used for my cash withdrawal in France back in January, when I used the physical card.